Investigating the risk-return trade-off for crude oil futures using high-frequency data-Reference-Cited by-同舟云学术

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Investigating the risk-return trade-off for crude oil futures using high-frequency data

Published:2017-06 Issue: Volume:196 Page:152-161
ISSN:0306-2619
Container-title:Applied Energy
language:en
Short-container-title:Applied Energy

Author:

Gong Xu,Wen Fenghua,Xia X.H.,Huang Jianbai,Pan Bin

Funder

Beijing Federation of Social Science Circles

National Natural Science Foundation of China

Major Projects of the National Social Science Fund

Publisher

Elsevier BV

Subject

Management, Monitoring, Policy and Law,Mechanical Engineering,General Energy,Building and Construction

Reference60 articles.

1. Dynamic integration of world oil prices: a reinvestigation of globalisation vs. regionalisation;Ji;Appl Energy,2015

2. The relationship between energy consumption and economic growth: evidence from China’s industrial sectors;Hu;Energies,2015

3. Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach;Wang;Appl Energy,2016

4. Interpreting the crude oil price movements: evidence from the Markov regime switching model;Zhang;Appl Energy,2015

5. Estimating the commodity market price of risk for energy prices;Kolos;Energy Econ,2008

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